-100.0%
VIVK vs GGLL
-11.6%
-88.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +6.5% | -34.0% | -26.8% |
| 7D | -68.7% | -23.1% | -45.6% | -69.3% |
| 30D | -90.0% | -32.9% | -57.1% | -90.4% |
| 3M | -98.1% | -44.9% | -53.2% | -98.2% |
| 6M | -99.9% | -49.5% | -50.4% | -99.9% |
| YTD | -99.9% | -28.9% | -71.0% | -99.9% |
| 1Y | -100.0% | -12.2% | -87.8% | -100.0% |
| All | -100.0% | -11.6% | -88.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GGLL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling